Trading Algorithm & Financial Portfolio Optimization with Python

Trading Algorithm & Financial Portfolio Optimization with Python Certification Training Course Overview

Enroll for the 4-day Trading Algorithm & Financial Portfolio Optimization with Python training course from Koenig Solutions. The course is designed to learn the how people use Python to conduct rigorous financial analysis and pursue algorithmic trading.

Through a blend of hands-on labs and interactive lectures, you will be able to learn fundamentals of Python, and then proceed to learn about the various core libraries used in the Py-Finance Ecosystem, including numpy, pandas, matplotlib, statsmodels, Quantopian, and much more!

Trading Algorithm & Financial Portfolio Optimization with Python (Duration : 32 Hours) Download Course Contents

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13 - 16 Dec GTR 09:00 AM - 05:00 PM CST
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17 - 20 Jan GTR 09:00 AM - 05:00 PM CST
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Course Modules

Module 1: Getting Started with Python
  • Introducing Python
  • Installing Python on Windows
  • Installing Python on Linux and other Operating Systems
  • Introducing Python IDLE
  • Programming in Interactive Mode
  • Programming in Scripting Mode
Module 2: Introduction to NumPy
  • NumPy Arrays
  • NumPy Operations
  • NumPy Indexing
Module 3: Introduction to Pandas
  • Series
  • Data Frames
  • Missing Data
  • Merging, Joining, and Concatenating DataFrames
  • Pandas Common Operations
  • Data Input and Output
Module 4: Introduction to Visualization in Python
  • Matplotlib Basics
  • Pandas Time Series Visualization
Module 6: Introduction to Time Series with Pandas
  • Datetime Index
  • Time Resampling
  • Time Shifts
  • Pandas Rolling and Expanding
Module 7: Introduction to Time Series
  • Time Series Basics
  • Introduction to Statsmodels
  • ETS Theory
  • EWMA Theory
  • EWMA Code Along
  • ETS Code Along
Module 8: Introduction to Time Series [Contd.]
  • ARIMA Theory
  • ACF and PACF
  • ARIMA with Statsmodels
Module 9: Introduction to Python Finance Fundamentals
  • Sharpe Ratio Slides
  • Portfolio Allocation Code
  • Portfolio Optimization
  • Types of Funds
  • Short Selling
  • CAPM - Capital Asset Pricing Model
  • Stock, Splits and Dividends
  • EMH
  • Efficient Frontier
  • Sharp Ratio
Module 10: Introduction to Trading Algorithms
  • Pipeline Trading Algorithm
  • Leverage
  • Hedging
  • Portfolio Analysis with PyFolio
  • Futures on Quantopian
Module 11: Introduction to Quantopian
  • Quantopian Research Basics
  • Quantopian Algorithms Basics
  • First Trading Algorithm
  • Quantopian Pipelines Factors
  • Quantopian Pipelines Filters
  • Quantopian Pipeline – Masking and Classifiers
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Course Prerequisites
  • Some knowledge of programming (preferably Python)
  • Basic Statistics and Linear Algebra will be helpful

Who Should do Trading Algorithm & Financial Portfolio Optimization with Python Course

Someone familiar with Python who wants to learn about Financial Analysis!

Learning Objectives

  • Use NumPy to quickly work with Numerical Data
  • Use Pandas for Analyze and Visualize Data
  • Use Matplotlib to create custom plots
  • Learn how to use statsmodels for Time Series Analysis
  • Calculate Financial Statistics, such as Daily Returns, Cumulative Returns, Volatility, etc..
  • Use Exponentially Weighted Moving Averages
  • Use ARIMA models on Time Series Data
  • Calculate the Sharpe Ratio
  • Optimize Portfolio Allocations
  • Understand the Capital Asset Pricing Model
  • Learn about the Efficient Market Hypothesis
  • Conduct algorithmic Trading on Quantopian